+73.3%
PANW vs CBOE
+29.2%
+44.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -10.3% | -3.6% | -6.7% | -10.8% |
| 30D | -8.1% | +5.1% | -13.2% | -7.1% |
| 3M | +19.3% | +4.6% | +14.7% | +22.1% |
| 6M | +110.2% | -0.3% | +110.4% | +107.6% |
| YTD | +80.9% | +19.8% | +61.2% | +77.8% |
| 1Y | +73.3% | +28.4% | +44.9% | +74.1% |
| All | +73.3% | +29.2% | +44.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling